In case you were wondering who really is the real protagonist of the game, it's Kassandra. Though the game provides no clarification within the story over this, other media in the world has. ... Here it's confirmed that Kassandra was the older sibling and that Alexios went on to become Deimos.

Why is Alexios called Deimos?

Under Chrysis' care, Alexios grew up to become a weapon of the Cult and was named Deimos after the Greek god of terror in order to inspire fear in the Cult's enemies.

Why is Kassandra canon and not Alexios?

9 Kassandra Is The Canon Choice

That's because Kassandra was picked by the writers of the official novel and the story of the game. So players can easily base their decision off of that official judgment from the creative heads behind Odyssey.